com.github.vonrosen.quantlib

Class BatesEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BatesEngine

public class BatesEngine
extends PricingEngine

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.PricingEngine

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BatesEngine(BatesModel model)
	BatesEngine(BatesModel model, double relTolerance, long maxEvaluations)
	BatesEngine(BatesModel model, long integrationOrder)
protected	BatesEngine(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BatesEngine obj)

Methods inherited from class com.github.vonrosen.quantlib.PricingEngine

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BatesEngine

protected BatesEngine(long cPtr,
                      boolean cMemoryOwn)

BatesEngine

public BatesEngine(BatesModel model,
                   long integrationOrder)

BatesEngine

public BatesEngine(BatesModel model)

BatesEngine

public BatesEngine(BatesModel model,
                   double relTolerance,
                   long maxEvaluations)

Method Detail

getCPtr

protected static long getCPtr(BatesEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine